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asa01_lecture.pdf
%A L. Ingber
%T Adaptive Simulated Annealing (ASA) and Path-Integral (PATHINT) Algorithms: Generic Tools for Complex Systems
%R ASA-PATHINT Lecture Plates
%I Lester Ingber Research
%D 2001
%O URL http://www.ingber.com/asa01_lecture.pdf

path01_lecture.pdf is a link to asa01_lecture.pdf.

 COVER PAGE
CONTENTS-1
CONTENTS-2
ADAPTIVE SIMULATED ANNEALING (ASA)
Applications
Hills and Valleys
Outline of ASA Algorithm
Index of Pre-Compile Tuning Parameters
Index of Adaptive Tuning Parameters
Reannealing Example
MATHEMATICAL PHYSICS
Nonlinear Nonequilibrium Multivariate Stochastic Aggregation
Stochastic Differential Equation (SDE)
Partial Differential Equation (PDE)
Lagrangian Probability Distribution Function (PDF)
Path-Integral Riemannian Geometry
Fitting Variance With ASA
Information
Transformations Without Ito Calculus
Intuitive Variables
Euler-Lagrange Variational Equations
Canonical Momenta Indicators (CMI)
NUMERICAL PATH INTEGRATION (PATHINT)
Applications
Outline of PATHINT Algorithm
Boundary Condition Sensitivity
Mesh Limitations
Probability Tree (PATHTREE)
Standard Binomial Tree
Deficiency of Standard Algorithm to Order sqrt(dt)
Problems Generalizing The Standard Tree
Probability PATHTREE
Construction of PATHTREE
Direct Calculation of Probability
Numerical Derivatives of Expectation of Probability
Alternative First Derivative Calculation of Probability
PATHTREE vs PATHINT
Black-Scholes (BS) and Ornstein-Uhlenbeck (OU) Examples
GENERIC MESOSCOPIC NEURAL NETWORKS (MNN)
Applications
MNN Learning
MNN Prediction
MNN Parallel Processing
SOME APPLICATIONS
Statistical Mechanics of Financial Markets (SMFM)
2-Factor Interest-Rate Model
Lagrangian Representation
ASA Fits
Bond PDE/PATHINT
Power-Law Model
Multi-Factor Volatility Model
PATHINT Options
PATHINT Two-Factor
x Market Indicators
S&P Interday Futures-Cash
Tick Resolution CMI Trading
Statistical Mechanics of Combat (SMC)
National Training Center -- Janus(T)
Basic Equations of Aggregated Units
Long-Time Correlations Test Short-Time Models
CMI
Statistical Mechanics of Neocortical Interactions (SMNI)
Multiple Scales
Microscopic Aggregation
Short-Term Memory (STM)
Electroencephalography (EEG)
ASA Fits of CMI
Chaos in SMNI
Duffing Analog
Noise Washes Out Chaos/PATHINT

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Lester Ingber <[email protected]>
Copyright © 2001-2012 Lester Ingber. All Rights Reserved.

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